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Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constraints on the variables.
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Sequential quadratic programming (SQP) is an iterative method for constrained nonlinear optimization which may be considered a quasi-Newton method. SQP methods are used on mathematical problems for which the objective function and the constraints are twice continuously differentiable , but not necessarily convex.
Sequential linear-quadratic programming (SLQP) is an iterative method for nonlinear optimization problems where objective function and constraints are twice continuously differentiable. Similarly to sequential quadratic programming (SQP), SLQP proceeds by solving a sequence of optimization subproblems.
In mathematical optimization theory, the linear complementarity problem (LCP) arises frequently in computational mechanics and encompasses the well-known quadratic programming as a special case. It was proposed by Cottle and Dantzig in 1968.
Dr. Zonghao Gu, Dr. Edward Rothberg, and Dr. Robert Bixby founded Gurobi in 2008, coming up with the name by combining the first two initials of their last names. [2] Gurobi is used for linear programming (LP), quadratic programming (QP), quadratically constrained programming (QCP), mixed integer linear programming (MILP), mixed-integer quadratic programming (MIQP), and mixed-integer ...
The Fortran subroutine NLPQLP, a newer [when?] version of NLPQL, solves smooth nonlinear programming problems by a sequential quadratic programming (SQP) algorithm. The new version is specifically tuned to run under distributed systems.
Second-order cone programming (SOCP) is a convex program, and includes certain types of quadratic programs. Semidefinite programming (SDP) is a subfield of convex optimization where the underlying variables are semidefinite matrices. It is a generalization of linear and convex quadratic programming.